DRW Trading
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www.drwtrading.com Chicago, IL 150 to 499 Employees

DRW Trading Trader Assistant Interview Question

I interviewed in Chicago, IL and was asked:
"You have a Portfolio with Delta=50. How would you hedge it?"
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Part of a Trader Assistant Interview Review - one of 43 DRW Trading Interview Reviews

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Buy one at-the-money put option for the portfolio. This will have a delta of -50. Thus the total delta will be 0.
- Anonymous on Sep 25, 2012 Flag Response

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